+14.9%
DG vs PTC
-2.9%
+17.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.0% |
| 7D | +8.4% | -10.3% | +18.7% | +9.4% |
| 30D | +4.9% | +1.1% | +3.8% | +4.8% |
| 3M | +29.3% | +1.6% | +27.7% | +28.5% |
| 6M | -11.3% | -13.5% | +2.2% | -11.2% |
| YTD | +1.8% | -19.1% | +20.8% | +2.0% |
| 1Y | +25.3% | -33.9% | +59.2% | +25.7% |
| All | +14.9% | -2.9% | +17.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling